[R] prediction intervals (alpha and beta) for model average estimates from binomial glm and model.avg (library=dRedging)

[David Winsemius]

In R, the predict family of functions provides that facility. If you  
want the code it will be in the particular function associated with  
the model type.

?predict
?predict.glm
# the example illustrates creation of prediction curves on the  
response scale for  a specific range of data.
# create the desired CI's by appropriate use of the se.fit value  
returned from the predict call.
# This is the code inside predict.glm that does the work when se.fit  
is set as TRUE in the predict call:

se.fit <- pred$se.fit
switch(type, response = {
             se.fit <- se.fit * abs(family(object)$mu.eta(fit))
             fit <- family(object)$linkinv(fit)
         }, link = , terms = )

-- 
David Winsemius

On Apr 24, 2009, at 3:03 AM, Michelle Ensbey wrote:

> Hi all,
>
> I was wondering if there is a function out there, or someone has  
> written code for making confidence intervals around model averaged  
> predictions (y~á+âx). The model average estimates are from the  
> dRedging library?
>
> It seems a common thing but I can't seem to find one via the search  
> engines
>
> Examples of the models are:
>
> fit1 <- glm(y~ dbh, family = binomial, data = data)
>
> fit2 <- glm(y~ dbh+vegperc, family = binomial, data = data)
>
> fit3 <- glm(y~ dbh, family = binomial, data = data)
>
> and the model averaging
>
> model.averaging <-model.avg(fit1,fit2,fit3, method="0")
>
> and the output (from model.avg) has the following items:  
> Coefficient, Variance, Standard error, adjusted standard error and  
> lower and upper confidence interval for each parameter (and  
> intercept).
>
> What I would like to do is make "prediction intervals". I know I  
> need to include covariance and variance. Please let me know if  
> anyone has a function or code to get these prediction intervals out  
> of this output.
>
> Thanks in advance for your help, and please advise me if you need  
> more information
>
> M
> michelle.ensbey at nt.gov.au
>
> R version 2.8.1

David Winsemius, MD
Heritage Laboratories
West Hartford, CT